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Probability

Topics
Sample Spaces and Events
Venn Diagrams Unions / Intersections /
Complements
Probability Views
Axioms and Interpretations of
Probability
Properties of Probability

Sample Spaces
Sample Space

Set of all possible outcomes of an experiment.

Examples:

Two Possible Outcomes: part is defective, not defective


>2 Discrete Outcomes: rolling a die (1, 2, 3, 4, 5, 6)
Continuous Variable Outcomes: length of a desk
measurements (infinite number of possible outcomes)

Sample spaces with multiple components

Ex. 1: two gas stations, six pumps each, how many in use?
(0-6 possible for each station)
Ex. 2: Roll two dice, numbers on their tops. (get from Ex.
1?)

Other Examples: Sample


Spaces
UNLAM Students, ITB Students
Voters, TV Viewers

Restaurants in Banjarbaru
One days manufacturing output at one
plant.

Events
Subset of outcomes contained in the
sample space.
Simple Event exactly one outcome
Compound Event more than one outcome
If two possible outcomes binary event

Simple Event
Unique outcome of an experiment
Some examples of simple events:

An engine is defective
Flipping a coin, outcome: Tails
Rolling a die, outcome: 3
Taking an exam, Getting an 85

Compound Event
Suppose you have three generators to supply
power, where each can be either working (W)
or not working (N).
Identify sample space of outcomes

Identify a simple event

Identify a compound event

Venn Diagrams
In depicting multiple events, Venn
diagrams are excellent visual tools.

A
B

Venn Diagram Example 1


A = Cars with Sunroofs
B = Cars with Air conditioning
What does the shaded area represent ?
A
B

Venn Diagram Example 2


A = Cars with Sunroofs
B = Cars with Air conditioning
What does the shaded area represent ?
A
B

Venn Diagram Example 3


A = Cars with Sunroofs
B = Cars with Air conditioning
What does the shaded area represent ?
A
B

Tree Diagrams also useful


Suppose you want to know how many 8 cylinder
engines have automatic transmissions.
Automatic
Manual 4Spd.
8 Cyl.

4 Cyl.

Manual 5Spd.

Automatic
Manual 4Spd.
Manual 5Spd.

Set Theory
Union of two or more Events
Intersection of two (or more?) Events

Complement of an Event
Mutually Exclusive or Disjoint Events
Collectively Exhaustive Events

Union of 2 Events A
and B,

denoted by the symbol A B, or A+B,


is the event containing all elements that
belong to A, B, or both.
A
B

Intersection of 2 Events A
and B,
denoted by the symbol,A B, or just AB,
is the event containing all elements that are common to
A and B.
Which area of this Venn diagram represents the
intersection of these events?

A
B

Complement of an
Event A

is the subset of all elements of sample


space ()that are not in A.
Denoted as A' or Ac
A
B

Mutually Exclusive Events.


Two events are mutually exclusive (
disjoint) if A B = , that is, if A and
B have no elements in common, I.e.; they
cannot occur simultaneously, or the
occurrence of the one prohibits the
occurrence of the other.

Draw a Venn Diagram that depicts two


mutually exclusive events.

Mutually Exclusive Event Examples:


Ex. 1. When rolling a die, if event A =
{2, 4, 6} (evens) and event B = {1, 3, 5}
(odds), then A and B are ?

Ex 2. When drawing a single card


from a standard deck of cards, if
event A = {heart, diamond} (red) and
event B = {spade, club} (black), then A
and B are?

Objective of Probability

Given an experiment and sample space, probability


is used to assign a degree of belief that some
event A will occur.
Notation: P(A) or Pr(A) or Prob(A) = Probability
that event A will occur
Definition of Probability: Empirical, or
Axiomatic
Empirical: Ratio of favorable over total
outcomes

Axioms of Probability

Axiom 1 P( A) 0 for any event A


Axiom 2 P( S ) 1

If all Ais are mutually exclusive, then


k

Axiom 3 P( A1 A2 ... Ak ) P( Ai )
(finite set)

i 1

P( A1 A2 ...) P( Ai )
(infinite set)

i 1

Additive Rule of Probability


In the case that two events are not mutually
exclusive, we can use the (intuitively obvious?)
additive rule below:

P (A B ) P (A) P (B ) P (A B )
A

Properties of Probability
For any event A, P A) 1 P( A).
If A and B are mutually exclusive, then
P A B ) 0.

If any two events A and B, are


collectively exhaustive, then P(A+B)=
1 (where + means Union)

Example: Throwing two Dice


What is the
probability of
rolling a seven?
What is the
probability of
rolling a seven or
less?

What is the
probability of
rolling an eleven or

Combination

Sum Frequency
(1,1)
2
1
(1,2) (2,1)
3
2
(1,3) (3,1) (2,2)
4
3
(1,4) (4,1) (2,3) (3,2)
5
4
(1,5) (5,1) (2,4) (4,2) (3,3)
6
5
7
6
(1,6) (6,1) (2,5) (5,2) (3,4) (4,3)
(2,6) (6,2) (3,5) (5,3) (4,4)
8
5
(3,6) (6,3) (4,5) (5,4)
9
4
(4,6) (6,4) (5,5)
10
3
(5,6) (6, 5)
11
2
(6,6)
12
1
Total
36

Ex. A card is drawn from a well-shuffled deck


of 52 playing cards. What is the probability
that it is a queen or a heart?

Q = Queen and H = Heart


4
13
1
P(Q) , P( H ) , P(Q H )
52
52
52

P(Q H ) P(Q) P( H ) P(Q H )


4 13 1


52 52 52

16 4

52 13

Interpreting Probability
Objective (Empirical) Interpretation
"If an experiment is conducted N times, and a particular attribute
A occurs n times, then the limit of n/N as N becomes large is
defined as the probability of the event A, denoted P(A). -- (i.e.,
probabilities converge as n increases)
E.g. when you say the prob of obtaining heads in a coin toss
is 0.5, you are implying that over a large number of tosses,
half the results will be heads. (assumes repeatable
experiment)

Subjective (Man-in-Street) Interpretation


"The probability P(A) is a measure of the degree of
belief one holds in a specified proposition A.
Example: we have a 70% chance of getting this contract.
Subjective probabilities recognize that interpretations may
vary based on circumstances and prior knowledge.

Probability Example 1
Prob Student has Visa Card = 0.5
Prob Student has MC = 0.15
Prob Student has Both Cards = 0.1.
What is the probability that a student
does not have a MC?
What is the probability that a student
has neither card? (Draw a Venn
Diagram)

Probability Example 2
Given the following VENN diagram,
What is the prob that events A and B will occur?
What is the prob that events A and B and C will occur?

P
P
P
P
P
P
P
P

(A) = 0.7
(B) = 0.8
(C) = 0.75
(A or B) = 0.85
(A and B) = ?
(A and C) = 0.55
(B and C) = 0.60
(A U B U C) = 0.98

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